BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
12 May 2025 04:13 PM IST
| BANKNIFTY 29MAY2025 58500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 19.07
Theta: -10.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 May | 55382.85 | 80.05 | 45.4 | 16.76 | 75,000 | 602 | 14,111 | |||
| 9 May | 53595.25 | 38 | -14.2 | 19.40 | 33,785 | -572 | 13,509 | |||
| 8 May | 54365.65 | 50.65 | -11.95 | 18.18 | 57,448 | -3,303 | 14,029 | |||
| 7 May | 54610.90 | 62 | -0.5 | 16.55 | 37,173 | -240 | 17,405 | |||
| 6 May | 54271.40 | 58.8 | -43.15 | 17.62 | 36,917 | 2,278 | 17,677 | |||
| 5 May | 54919.50 | 100 | -44.5 | 16.53 | 42,310 | 2,947 | 15,426 | |||
| 2 May | 55115.35 | 138.05 | -33.85 | 16.24 | 48,449 | 716 | 12,482 | |||
| 30 Apr | 55087.15 | 161 | -30.3 | 16.64 | 36,083 | 667 | 11,730 | |||
| 29 Apr | 55391.25 | 189.35 | -20 | 15.77 | 40,231 | 668 | 11,129 | |||
| 28 Apr | 55432.80 | 214.5 | 89.2 | 15.65 | 44,211 | 1,886 | 11,009 | |||
| 25 Apr | 54664.05 | 117.6 | -44.65 | 15.19 | 50,148 | 2,747 | 9,094 | |||
| 24 Apr | 55201.40 | 162 | -48.15 | 14.26 | 11,099 | 1,757 | 6,271 | |||
| 23 Apr | 55370.05 | 206.1 | -22.3 | 14.50 | 7,287 | 658 | 4,505 | |||
| 22 Apr | 55647.20 | 216.7 | 49.4 | 13.47 | 6,377 | 615 | 3,811 | |||
| 21 Apr | 55304.50 | 168 | 75.3 | 13.10 | 8,264 | 1,985 | 3,195 | |||
| 17 Apr | 54290.20 | 80.2 | 34.6 | 12.96 | 2,828 | 314 | 1,206 | |||
| 16 Apr | 53117.75 | 41.55 | 0.4 | 14.02 | 465 | 210 | 897 | |||
| 15 Apr | 52379.50 | 39.25 | -3 | 15.40 | 88 | 41 | 689 | |||
| 11 Apr | 51002.35 | 41.95 | -0.2 | 18.23 | 273 | 102 | 648 | |||
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| 9 Apr | 50240.15 | 40.25 | -3.45 | 19.35 | 571 | 296 | 547 | |||
| 8 Apr | 50511.00 | 43.2 | 13.3 | 18.63 | 154 | 71 | 251 | |||
| 7 Apr | 49860.10 | 29.7 | -0.2 | 0.00 | 0 | 21 | 0 | |||
| 4 Apr | 51502.70 | 29.7 | -0.35 | 14.72 | 105 | 20 | 179 | |||
| 3 Apr | 51597.35 | 30.1 | 0.5 | 14.48 | 81 | 48 | 155 | |||
| 2 Apr | 51348.05 | 29.8 | 2.7 | 14.74 | 83 | 64 | 91 | |||
| 1 Apr | 50827.50 | 27.1 | -12.9 | 15.46 | 15 | 10 | 26 | |||
| 28 Mar | 51564.85 | 40 | -29.5 | 14.35 | 21 | 14 | 16 | |||
| 27 Mar | 51575.85 | 69.5 | 0 | 0.00 | 0 | 2 | 0 | |||
| 26 Mar | 51209.00 | 69.5 | -30.45 | 16.40 | 2 | 1 | 1 | |||
For Nifty Bank - strike price 58500 expiring on 29MAY2025
Delta for 58500 CE is 0.09
Historical price for 58500 CE is as follows
On 12 May BANKNIFTY was trading at 55382.85. The strike last trading price was 80.05, which was 45.4 higher than the previous day. The implied volatity was 16.76, the open interest changed by 602 which increased total open position to 14111
On 9 May BANKNIFTY was trading at 53595.25. The strike last trading price was 38, which was -14.2 lower than the previous day. The implied volatity was 19.40, the open interest changed by -572 which decreased total open position to 13509
On 8 May BANKNIFTY was trading at 54365.65. The strike last trading price was 50.65, which was -11.95 lower than the previous day. The implied volatity was 18.18, the open interest changed by -3303 which decreased total open position to 14029
On 7 May BANKNIFTY was trading at 54610.90. The strike last trading price was 62, which was -0.5 lower than the previous day. The implied volatity was 16.55, the open interest changed by -240 which decreased total open position to 17405
On 6 May BANKNIFTY was trading at 54271.40. The strike last trading price was 58.8, which was -43.15 lower than the previous day. The implied volatity was 17.62, the open interest changed by 2278 which increased total open position to 17677
On 5 May BANKNIFTY was trading at 54919.50. The strike last trading price was 100, which was -44.5 lower than the previous day. The implied volatity was 16.53, the open interest changed by 2947 which increased total open position to 15426
On 2 May BANKNIFTY was trading at 55115.35. The strike last trading price was 138.05, which was -33.85 lower than the previous day. The implied volatity was 16.24, the open interest changed by 716 which increased total open position to 12482
On 30 Apr BANKNIFTY was trading at 55087.15. The strike last trading price was 161, which was -30.3 lower than the previous day. The implied volatity was 16.64, the open interest changed by 667 which increased total open position to 11730
On 29 Apr BANKNIFTY was trading at 55391.25. The strike last trading price was 189.35, which was -20 lower than the previous day. The implied volatity was 15.77, the open interest changed by 668 which increased total open position to 11129
On 28 Apr BANKNIFTY was trading at 55432.80. The strike last trading price was 214.5, which was 89.2 higher than the previous day. The implied volatity was 15.65, the open interest changed by 1886 which increased total open position to 11009
On 25 Apr BANKNIFTY was trading at 54664.05. The strike last trading price was 117.6, which was -44.65 lower than the previous day. The implied volatity was 15.19, the open interest changed by 2747 which increased total open position to 9094
On 24 Apr BANKNIFTY was trading at 55201.40. The strike last trading price was 162, which was -48.15 lower than the previous day. The implied volatity was 14.26, the open interest changed by 1757 which increased total open position to 6271
On 23 Apr BANKNIFTY was trading at 55370.05. The strike last trading price was 206.1, which was -22.3 lower than the previous day. The implied volatity was 14.50, the open interest changed by 658 which increased total open position to 4505
On 22 Apr BANKNIFTY was trading at 55647.20. The strike last trading price was 216.7, which was 49.4 higher than the previous day. The implied volatity was 13.47, the open interest changed by 615 which increased total open position to 3811
On 21 Apr BANKNIFTY was trading at 55304.50. The strike last trading price was 168, which was 75.3 higher than the previous day. The implied volatity was 13.10, the open interest changed by 1985 which increased total open position to 3195
On 17 Apr BANKNIFTY was trading at 54290.20. The strike last trading price was 80.2, which was 34.6 higher than the previous day. The implied volatity was 12.96, the open interest changed by 314 which increased total open position to 1206
On 16 Apr BANKNIFTY was trading at 53117.75. The strike last trading price was 41.55, which was 0.4 higher than the previous day. The implied volatity was 14.02, the open interest changed by 210 which increased total open position to 897
On 15 Apr BANKNIFTY was trading at 52379.50. The strike last trading price was 39.25, which was -3 lower than the previous day. The implied volatity was 15.40, the open interest changed by 41 which increased total open position to 689
On 11 Apr BANKNIFTY was trading at 51002.35. The strike last trading price was 41.95, which was -0.2 lower than the previous day. The implied volatity was 18.23, the open interest changed by 102 which increased total open position to 648
On 9 Apr BANKNIFTY was trading at 50240.15. The strike last trading price was 40.25, which was -3.45 lower than the previous day. The implied volatity was 19.35, the open interest changed by 296 which increased total open position to 547
On 8 Apr BANKNIFTY was trading at 50511.00. The strike last trading price was 43.2, which was 13.3 higher than the previous day. The implied volatity was 18.63, the open interest changed by 71 which increased total open position to 251
On 7 Apr BANKNIFTY was trading at 49860.10. The strike last trading price was 29.7, which was -0.2 lower than the previous day. The implied volatity was 0.00, the open interest changed by 21 which increased total open position to 0
On 4 Apr BANKNIFTY was trading at 51502.70. The strike last trading price was 29.7, which was -0.35 lower than the previous day. The implied volatity was 14.72, the open interest changed by 20 which increased total open position to 179
On 3 Apr BANKNIFTY was trading at 51597.35. The strike last trading price was 30.1, which was 0.5 higher than the previous day. The implied volatity was 14.48, the open interest changed by 48 which increased total open position to 155
On 2 Apr BANKNIFTY was trading at 51348.05. The strike last trading price was 29.8, which was 2.7 higher than the previous day. The implied volatity was 14.74, the open interest changed by 64 which increased total open position to 91
On 1 Apr BANKNIFTY was trading at 50827.50. The strike last trading price was 27.1, which was -12.9 lower than the previous day. The implied volatity was 15.46, the open interest changed by 10 which increased total open position to 26
On 28 Mar BANKNIFTY was trading at 51564.85. The strike last trading price was 40, which was -29.5 lower than the previous day. The implied volatity was 14.35, the open interest changed by 14 which increased total open position to 16
On 27 Mar BANKNIFTY was trading at 51575.85. The strike last trading price was 69.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 26 Mar BANKNIFTY was trading at 51209.00. The strike last trading price was 69.5, which was -30.45 lower than the previous day. The implied volatity was 16.40, the open interest changed by 1 which increased total open position to 1
| BANKNIFTY 29MAY2025 58500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.81
Vega: 31.94
Theta: -10.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 May | 55382.85 | 3090 | -1135.5 | 24.73 | 13 | 111 | 111 |
| 9 May | 53595.25 | 4225.5 | 0 | 0.00 | 0 | 0 | 0 |
| 8 May | 54365.65 | 4225.5 | 225.5 | 25.07 | 2 | 1 | 107 |
| 7 May | 54610.90 | 4000 | -203.75 | 30.66 | 15 | -5 | 103 |
| 6 May | 54271.40 | 4212.85 | 687.1 | 25.96 | 10 | 3 | 110 |
| 5 May | 54919.50 | 3525.75 | 75.75 | 23.61 | 6 | 2 | 109 |
| 2 May | 55115.35 | 3450 | 49.05 | 24.12 | 19 | 6 | 108 |
| 30 Apr | 55087.15 | 3400.95 | 169.8 | 21.04 | 45 | 12 | 102 |
| 29 Apr | 55391.25 | 3231.15 | 239 | 23.05 | 48 | 10 | 91 |
| 28 Apr | 55432.80 | 3004.75 | -745.25 | 20.27 | 77 | 28 | 79 |
| 25 Apr | 54664.05 | 3750 | 562.45 | 21.37 | 6 | 0 | 50 |
| 24 Apr | 55201.40 | 3187.55 | 83.65 | 19.14 | 8 | 1 | 46 |
| 23 Apr | 55370.05 | 3103.9 | 233.9 | 19.95 | 47 | 30 | 45 |
| 22 Apr | 55647.20 | 2870 | -5949.7 | 19.71 | 73 | 18 | 18 |
| 21 Apr | 55304.50 | 8819.7 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 54290.20 | 8819.7 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 53117.75 | 8819.7 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 52379.50 | 8819.7 | 0 | - | 0 | 0 | 0 |
| 11 Apr | 51002.35 | 8819.7 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 50240.15 | 8819.7 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 50511.00 | 8819.7 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 49860.10 | 8819.7 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 51502.70 | 8819.7 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 51597.35 | 8819.7 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 51348.05 | 8819.7 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 50827.50 | 8819.7 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 51564.85 | 8819.7 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 51575.85 | 8819.7 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 51209.00 | 8819.7 | 0 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 58500 expiring on 29MAY2025
Delta for 58500 PE is -0.81
Historical price for 58500 PE is as follows
On 12 May BANKNIFTY was trading at 55382.85. The strike last trading price was 3090, which was -1135.5 lower than the previous day. The implied volatity was 24.73, the open interest changed by 111 which increased total open position to 111
On 9 May BANKNIFTY was trading at 53595.25. The strike last trading price was 4225.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 May BANKNIFTY was trading at 54365.65. The strike last trading price was 4225.5, which was 225.5 higher than the previous day. The implied volatity was 25.07, the open interest changed by 1 which increased total open position to 107
On 7 May BANKNIFTY was trading at 54610.90. The strike last trading price was 4000, which was -203.75 lower than the previous day. The implied volatity was 30.66, the open interest changed by -5 which decreased total open position to 103
On 6 May BANKNIFTY was trading at 54271.40. The strike last trading price was 4212.85, which was 687.1 higher than the previous day. The implied volatity was 25.96, the open interest changed by 3 which increased total open position to 110
On 5 May BANKNIFTY was trading at 54919.50. The strike last trading price was 3525.75, which was 75.75 higher than the previous day. The implied volatity was 23.61, the open interest changed by 2 which increased total open position to 109
On 2 May BANKNIFTY was trading at 55115.35. The strike last trading price was 3450, which was 49.05 higher than the previous day. The implied volatity was 24.12, the open interest changed by 6 which increased total open position to 108
On 30 Apr BANKNIFTY was trading at 55087.15. The strike last trading price was 3400.95, which was 169.8 higher than the previous day. The implied volatity was 21.04, the open interest changed by 12 which increased total open position to 102
On 29 Apr BANKNIFTY was trading at 55391.25. The strike last trading price was 3231.15, which was 239 higher than the previous day. The implied volatity was 23.05, the open interest changed by 10 which increased total open position to 91
On 28 Apr BANKNIFTY was trading at 55432.80. The strike last trading price was 3004.75, which was -745.25 lower than the previous day. The implied volatity was 20.27, the open interest changed by 28 which increased total open position to 79
On 25 Apr BANKNIFTY was trading at 54664.05. The strike last trading price was 3750, which was 562.45 higher than the previous day. The implied volatity was 21.37, the open interest changed by 0 which decreased total open position to 50
On 24 Apr BANKNIFTY was trading at 55201.40. The strike last trading price was 3187.55, which was 83.65 higher than the previous day. The implied volatity was 19.14, the open interest changed by 1 which increased total open position to 46
On 23 Apr BANKNIFTY was trading at 55370.05. The strike last trading price was 3103.9, which was 233.9 higher than the previous day. The implied volatity was 19.95, the open interest changed by 30 which increased total open position to 45
On 22 Apr BANKNIFTY was trading at 55647.20. The strike last trading price was 2870, which was -5949.7 lower than the previous day. The implied volatity was 19.71, the open interest changed by 18 which increased total open position to 18
On 21 Apr BANKNIFTY was trading at 55304.50. The strike last trading price was 8819.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr BANKNIFTY was trading at 54290.20. The strike last trading price was 8819.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr BANKNIFTY was trading at 53117.75. The strike last trading price was 8819.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr BANKNIFTY was trading at 52379.50. The strike last trading price was 8819.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Apr BANKNIFTY was trading at 51002.35. The strike last trading price was 8819.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr BANKNIFTY was trading at 50240.15. The strike last trading price was 8819.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr BANKNIFTY was trading at 50511.00. The strike last trading price was 8819.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr BANKNIFTY was trading at 49860.10. The strike last trading price was 8819.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Apr BANKNIFTY was trading at 51502.70. The strike last trading price was 8819.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Apr BANKNIFTY was trading at 51597.35. The strike last trading price was 8819.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr BANKNIFTY was trading at 51348.05. The strike last trading price was 8819.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr BANKNIFTY was trading at 50827.50. The strike last trading price was 8819.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Mar BANKNIFTY was trading at 51564.85. The strike last trading price was 8819.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar BANKNIFTY was trading at 51575.85. The strike last trading price was 8819.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Mar BANKNIFTY was trading at 51209.00. The strike last trading price was 8819.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
